+15.2%
FROG vs PENG
+184.1%
-169.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -23.0% | +9.4% | -8.2% |
| 7D | -24.5% | -36.7% | +12.2% | -16.3% |
| 30D | -24.3% | -42.0% | +17.8% | -14.8% |
| 3M | -11.7% | -33.2% | +21.5% | -4.8% |
| 6M | +37.1% | +2.1% | +35.0% | +27.0% |
| YTD | +19.5% | +90.3% | -70.8% | -6.6% |
| 1Y | +61.8% | +67.7% | -5.9% | +30.1% |
| 3Y | +178.1% | +154.2% | +23.9% | +86.1% |
| 5Y | +91.2% | +28.3% | +62.9% | +40.8% |
| All | +15.2% | +184.1% | -169.0% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling